from __future__ import division from __future__ import print_function import math from sys import exit import numpy as np from . import common_args from ..util import read_param_file, ResultDict def analyze(problem, Y, M=4, print_to_console=False, seed=None): """Performs the Fourier Amplitude Sensitivity Test (FAST) on model outputs. Returns a dictionary with keys 'S1' and 'ST', where each entry is a list of size D (the number of parameters) containing the indices in the same order as the parameter file. Parameters ---------- problem : dict The problem definition Y : numpy.array A NumPy array containing the model outputs M : int The interference parameter, i.e., the number of harmonics to sum in the Fourier series decomposition (default 4) print_to_console : bool Print results directly to console (default False) References ---------- .. [1] Cukier, R. I., C. M. Fortuin, K. E. Shuler, A. G. Petschek, and J. H. Schaibly (1973). "Study of the sensitivity of coupled reaction systems to uncertainties in rate coefficients." J. Chem. Phys., 59(8):3873-3878, doi:10.1063/1.1680571. .. [2] Saltelli, A., S. Tarantola, and K. P.-S. Chan (1999). "A Quantitative Model-Independent Method for Global Sensitivity Analysis of Model Output." Technometrics, 41(1):39-56, doi:10.1080/00401706.1999.10485594. Examples -------- >>> X = fast_sampler.sample(problem, 1000) >>> Y = Ishigami.evaluate(X) >>> Si = fast.analyze(problem, Y, print_to_console=False) """ if seed: np.random.seed(seed) D = problem['num_vars'] if Y.size % (D) == 0: N = int(Y.size / D) else: print(""" Error: Number of samples in model output file must be a multiple of D, where D is the number of parameters in your parameter file. """) exit() # Recreate the vector omega used in the sampling omega = np.zeros([D]) omega[0] = math.floor((N - 1) / (2 * M)) m = math.floor(omega[0] / (2 * M)) if m >= (D - 1): omega[1:] = np.floor(np.linspace(1, m, D - 1)) else: omega[1:] = np.arange(D - 1) % m + 1 # Calculate and Output the First and Total Order Values if print_to_console: print("Parameter First Total") Si = ResultDict((k, [None] * D) for k in ['S1', 'ST']) Si['names'] = problem['names'] for i in range(D): l = np.arange(i * N, (i + 1) * N) Si['S1'][i] = compute_first_order(Y[l], N, M, omega[0]) Si['ST'][i] = compute_total_order(Y[l], N, omega[0]) if print_to_console: print("%s %f %f" % (problem['names'][i], Si['S1'][i], Si['ST'][i])) return Si def compute_first_order(outputs, N, M, omega): f = np.fft.fft(outputs) Sp = np.power(np.absolute(f[np.arange(1, int((N + 1) / 2))]) / N, 2) V = 2 * np.sum(Sp) D1 = 2 * np.sum(Sp[np.arange(1, M + 1) * int(omega) - 1]) return D1 / V def compute_total_order(outputs, N, omega): f = np.fft.fft(outputs) Sp = np.power(np.absolute(f[np.arange(1, int((N + 1) / 2))]) / N, 2) V = 2 * np.sum(Sp) Dt = 2 * sum(Sp[np.arange(int(omega / 2))]) return (1 - Dt / V) # No additional arguments required for FAST cli_parse = None def cli_action(args): problem = read_param_file(args.paramfile) Y = np.loadtxt(args.model_output_file, delimiter=args.delimiter, usecols=(args.column,)) analyze(problem, Y, print_to_console=True, seed=args.seed) if __name__ == "__main__": common_args.run_cli(cli_parse, cli_action)